use "/Users/scottfabramson/Dropbox/io_endogenous_replication/main_text_do/tables/table_1/table_1.dta", clear



***Table 1 ***




tsset ID Year




***** Top Left Panel ****


reg U l.U y2 y3 y4 y5 y6,  cluster(ID)

eststo a1

reg U l.U l2.U y2 y3 y4 y5 y6,  cluster(ID)

eststo a2

reg U l.U l2.U l3.U  y2 y3 y4 y5 y6,  cluster(ID)

eststo a3


xtdpdsys U y2 y3 y4 y5 y6, lag(1) two vce(robust)
estat abond 

eststo a4


xtdpdsys U y2 y3 y4 y5 y6, lag(2) two vce(robust)
estat abond 

eststo a5


xtdpdsys U y2 y3 y4 y5 y6, lag(3) two vce(robust)
estat abond 

eststo a6







***** Top Right Panel ****



reg logU l.logU y2 y3 y4 y5 y6,  cluster(ID)

eststo b1

reg logU l.logU l2.logU y2 y3 y4 y5 y6,  cluster(ID)

eststo b2

reg logU l.logU l2.logU l3.logU  y2 y3 y4 y5 y6,  cluster(ID)

eststo b3


xtdpdsys logU y2 y3 y4 y5 y6, lag(1) two vce(robust)
estat abond 

eststo b4


xtdpdsys logU y2 y3 y4 y5 y6, lag(2) two vce(robust)
estat abond 

eststo b5


xtdpdsys logU y2 y3 y4 y5 y6, lag(3) two vce(robust)
estat abond 

eststo b6





******** Lower Left  *********


xtunitroot breitung U
xtunitroot breitung U, demean
xtunitroot breitung U, demean trend

xtunitroot hadri U
xtunitroot hadri U, demean
xtunitroot hadri U, demean trend




******** Lower Right  *********


xtunitroot breitung logU
xtunitroot breitung logU, demean
xtunitroot breitung logU, demean trend

xtunitroot hadri logU
xtunitroot hadri logU, demean
xtunitroot hadri logU, demean trend








